PREVIEW / etf_5min / 2019-12-10

all etf 5-min files

  file:    by_date/etf_5min/2019/2019-12-10.parquet
  size:    1.4 MB
  rows:    60,714

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2019-12-10 04:00:00	SPY	ETF	312.77	312.77	312.56	312.57	3505.0
2019-12-10 04:05:00	SPY	ETF	312.49	312.59	312.49	312.59	910.0
2019-12-10 04:10:00	SPY	ETF	312.64	312.64	312.51	312.51	810.0
2019-12-10 04:15:00	SPY	ETF	312.54	312.54	312.54	312.54	300.0
2019-12-10 04:20:00	SPY	ETF	312.46	312.46	312.46	312.46	261.0
2019-12-10 04:25:00	SPY	ETF	312.61	312.61	312.61	312.61	300.0
2019-12-10 04:30:00	SPY	ETF	312.56	312.56	312.56	312.56	1300.0
2019-12-10 04:35:00	SPY	ETF	312.52	312.52	312.45	312.46	1320.0
2019-12-10 04:40:00	SPY	ETF	312.43	312.51	312.43	312.49	830.0
2019-12-10 04:45:00	SPY	ETF	312.47	312.48	312.47	312.48	410.0
2019-12-10 04:55:00	SPY	ETF	312.57	312.57	312.57	312.57	158.0
2019-12-10 05:00:00	SPY	ETF	312.56	312.81	312.56	312.81	840.0
2019-12-10 05:05:00	SPY	ETF	312.84	312.91	312.84	312.91	3600.0
2019-12-10 05:10:00	SPY	ETF	312.98	312.98	312.96	312.96	476.0
2019-12-10 05:15:00	SPY	ETF	312.96	312.96	312.89	312.89	600.0
2019-12-10 05:20:00	SPY	ETF	312.9	312.96	312.89	312.89	10500.0
2019-12-10 05:25:00	SPY	ETF	312.88	312.92	312.88	312.89	15603.0
2019-12-10 05:30:00	SPY	ETF	312.82	312.82	312.79	312.82	520.0
2019-12-10 05:35:00	SPY	ETF	312.82	312.88	312.82	312.88	600.0
2019-12-10 05:40:00	SPY	ETF	312.82	312.82	312.76	312.76	700.0
2019-12-10 05:45:00	SPY	ETF	312.82	312.88	312.82	312.84	1900.0
2019-12-10 05:50:00	SPY	ETF	312.86	312.87	312.86	312.87	200.0
2019-12-10 05:55:00	SPY	ETF	312.86	312.86	312.82	312.82	635.0
2019-12-10 06:00:00	SPY	ETF	312.82	312.82	312.82	312.82	110.0
2019-12-10 06:05:00	SPY	ETF	312.79	312.79	312.71	312.77	1750.0
2019-12-10 06:10:00	SPY	ETF	312.69	312.7	312.69	312.7	203.0
2019-12-10 06:15:00	SPY	ETF	312.67	312.67	312.67	312.67	4000.0
2019-12-10 06:20:00	SPY	ETF	312.59	312.62	312.5	312.55	8412.0
2019-12-10 06:25:00	SPY	ETF	312.54	312.54	311.92	312.09	11116.0
2019-12-10 06:30:00	SPY	ETF	312.04	312.42	312.04	312.42	5407.0
2019-12-10 06:35:00	SPY	ETF	312.45	312.57	312.45	312.57	11150.0
2019-12-10 06:40:00	SPY	ETF	312.61	312.65	312.6	312.65	2610.0
2019-12-10 06:45:00	SPY	ETF	312.65	312.66	312.65	312.66	1650.0
2019-12-10 06:50:00	SPY	ETF	312.7	312.82	312.7	312.82	1004.0
2019-12-10 06:55:00	SPY	ETF	312.67	312.74	312.65	312.74	2600.0
2019-12-10 07:00:00	SPY	ETF	312.74	312.8	312.61	312.66	4683.0
2019-12-10 07:05:00	SPY	ETF	312.67	312.72	312.62	312.7	4891.0
2019-12-10 07:10:00	SPY	ETF	312.68	312.7	312.63	312.67	10573.0
2019-12-10 07:15:00	SPY	ETF	312.63	312.65	312.56	312.56	6401.0
2019-12-10 07:20:00	SPY	ETF	312.65	312.79	312.65	312.75	4652.0
2019-12-10 07:25:00	SPY	ETF	312.74	312.8	312.74	312.8	2603.0
2019-12-10 07:30:00	SPY	ETF	312.82	312.84	312.8	312.8	17747.0
2019-12-10 07:35:00	SPY	ETF	312.8	312.81	312.71	312.75	6104.0
2019-12-10 07:40:00	SPY	ETF	312.75	312.77	312.66	312.66	3530.0
2019-12-10 07:45:00	SPY	ETF	312.7	312.7	312.68	312.68	4770.0
2019-12-10 07:50:00	SPY	ETF	312.66	312.7	312.53	312.54	36640.0
2019-12-10 07:55:00	SPY	ETF	312.57	312.6	312.52	312.6	9214.0
2019-12-10 08:00:00	SPY	ETF	312.63	314.05	312.54	312.6	36777.0
2019-12-10 08:05:00	SPY	ETF	312.62	312.66	312.49	312.52	10136.0
2019-12-10 08:10:00	SPY	ETF	312.57	313.1	312.57	313.1	43450.0

> showing 50 of 60,714 rows — these rows as CSV

> unlock the full archive -- $79 one-time